Also take a look at
this thing. OS3.9 (and 3.5? Can't remember) comes with IOTools, a handy GUI tool for configuring the non-obvious features of ZIP drives. I think an older version is on Aminet.
EDIT: Whoops, looks like there isn't an older version of IOTools. But there is also the option of using a Mountlist instead of an RDB (meaning your Zip disks wouldn't be bootable) - a bunch of those are on Aminet.